+2,023.5%
FLUT vs IDXX
+6,344.4%
-4,320.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -3.6% | -4.3% | +0.7% | -3.1% |
| 30D | -0.3% | -13.7% | +13.3% | +1.3% |
| 3M | -12.6% | -9.1% | -3.6% | -11.7% |
| 6M | -8.0% | -15.4% | +7.4% | -6.2% |
| YTD | -54.1% | -25.1% | -29.0% | -52.7% |
| 1Y | -66.1% | -20.6% | -45.5% | -65.3% |
| 3Y | -45.0% | +8.7% | -53.8% | -46.1% |
| 5Y | -51.2% | -25.7% | -25.5% | -51.7% |
| 10Y | -11.0% | +360.6% | -371.6% | -19.2% |
| All | +2,023.5% | +6,344.4% | -4,320.9% | +1,550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling